Yes, multiplayer and campaign dependencies don't play well together. If you want to use them together, you'll have to resolve such issues on your own.

Multiplayer dependency is automatically injected to maps set as melee (and that's the root cause of your problem). Add VoidMulti dependency at the end of your current list, and Editor will reflect what's actually happening in game.

I may need to Void Story mod because I need to put Zegarra and Kerrigan and Stukov and Dehaka in it..

I currently use VoidStory(Campaign) and Void (Campaign).

This time Ultralisk icon shows up in the menu. However, after I set the waves and AI personality and run it, AI player still does not build high-tier units like Ultralisk and Aberration. I have a hive and Ultralisk cavern in the map and I set them belongs to that AI player.